I am very confused about the question of saints and if to pray to them and to The Blessed Virgin. My confusion is that as a Christian I believe that Christ died on the cross for our sins and rose again to heaven. I also believe in the second coming of Our Lord. My question is this: I believe there were Saints and that these saints were human beings who have walked this earth like I am now. But when they died, were they resurrected like our Lord? Do they dwell in heaven? I believe that Christ was the only one to die and resurrect. When The Virgin Mary died, did she also go straight to heaven? I can't understand this and I do not pray to saints, b/c I believe they were saints when they walked this earth, ex: Mother Theresa was a living saint. When I pray, I pray directly to our Lord.....
Are the saints in heaven already? The Bible gives us the answer when it says
"But now Christ is risen from the dead, and has become the firstfruits of those who have fallen asleep. For since by man came death, by Man also came the resurrection of the dead. For as in Adam all die, even so in Christ all shall be made alive. But each one in his own order: Christ the firstfruits, afterward those who are Christ’s at His coming. (1 Corinthians 15:20-23)
Here the Bible says the saints are made alive again when Jesus comes the second time. At this moment many of the saints are sleeping in the graves, an entire study on this topic can be found here. There are only a small handle of individuals in heaven such as Elijah, Enoch (both never died), Moses, etc (Bible evidence is given in the linked article).
But what about Luke 23:43 which says "Jesus answered him, “Truly I tell you, today you will be with me in paradise.” This is a good question, the answer is in the original Greek there is no punctuation so Jesus could have said “Truly I tell you, today you will be with me in paradise.” OR “Truly I tell you today, you will be with me in paradise.” We can know for certain which translation would be correct based on the fact that Jesus did not go to paradise that day, thus neither did the thief on the cross. For after the resurrection Jesus said to Mary,
“Do not cling to Me, for I have not yet ascended to My Father; but go to My brethren and say to them, ‘I am ascending to My Father and your Father, and to My God and your God.’ ” (John 20:17)
Regarding praying to the saints, so that individuals such as Mary can act as a mediator for you, the Bible says
"For there is one God and one Mediator between God and men, the Man Christ Jesus" (1 Timothy 2:5)
There is only one Mediator and it is Jesus, to place someone else in that position would be an attempt to place someone in the place of Christ.
I'm answering the Do saints dwell in heaven? part of your question, which appears to be your main question (judging by the comment you added).
As I wrote elsewhere on this site, I conclude that these saints are in heaven because of Hebrews 11:32-40. In verse 40 it says, "together with us would they be made perfect"; they can only be perfected in heaven.
In addition, I draw the same conclusion from Luke 23:43 when Jesus said to the thief being crucified next to Him:
Jesus answered him, “Truly I tell you, today you will be with me in paradise.”